Gorbag's rather ambiguous turn of phrase could be taken to suggest that the Great Siege was something he and Shagrat personally remembered. This would be remarkable indeed, given that it took place three thousand years earlier, and would imply that Orcs were remarkably long-lived. However, there is good reason to doubt that this was Tolkien's intention: other sources, such as comments in volume 10 of The History of Middle-earth, refer to the short lives of Orcs. Apart from that, Gorbag is identified as an Uruk, and we know that the Uruks didn't appear out of Mordor until the year III 2475, long after the War of the Last Alliance. All things considered, Gorbag must surely be making a historical reference here, rather than describing something he had personally experienced.